Stochastic Processes, Estimation, and Control

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Uncertainty and risk are integral to engineering because real systems have inherent ambiguities that arise naturally or due to our inability to model complex physics. The authors discuss probability theory, stochastic processes, estimation, and stochastic control strategies and show how probability can be used to model uncertainty in control and estimation problems. The material is practical and rich in research opportunities.The authors provide a comprehensive treatment of stochastic systems from the foundations of ...

Stochastic Processes, Estimation, and Control 2008, Society for Industrial and Applied Mathematics (SIAM), Philadelphia

ISBN-13: 9780898716559

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